+239.2%
STRL vs OMC
+23.9%
+215.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | -26.9% | +6.3% | -33.2% | -26.9% |
| 30D | -52.7% | +15.4% | -68.0% | -52.9% |
| 3M | -52.8% | +5.8% | -58.6% | -52.9% |
| 6M | -71.5% | +14.7% | -86.1% | -72.1% |
| YTD | -17.4% | +10.3% | -27.7% | -18.5% |
| 1Y | -35.0% | +23.2% | -58.2% | -38.8% |
| 3Y | +239.2% | +24.6% | +214.6% | +204.0% |
| All | +239.2% | +23.9% | +215.3% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling